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Basic Information

Heimdall is one of the Aesir gods of Norse Mythology. He's a somewhat enigmatic figure, not one of the most well-understood members of the Norse pantheon. What's he the god of? Eyesight and Vigilance, I guess…

Heimdall is the guardian of the gods, and he watches over the Rainbow Bridge (known as Bifrost). It is prophecied that Heimdall will notice the coming of the Jotun and assorted monsters at the start of Ragnarok. He will sound Gjallarhorn and warn the other Aesir.

In some versions of the myths, Heimdall is mute, and is given the horn so that he can sound the alarm without words.

Powers:

Heimdall has SuperSenses, and can hear grass growing and leaves falling all over the world. He never sleeps, and watches all across the world, seeing everything. He can even see the future.

Despite being at the start of the defenses and serving as an early warning system for ragnarok, he will actually be the last god to die - he and Loki will slay each other. So, presumably, his supersenses and prophecy are not his only powers, he's also a capable and skilled warrior, or else really heavily armored. Protective powers would be a good fit.

In one tale, to retrieve the magic necklace Brisingamen, which had been stolen from Freyja by Loki, Heimdall turns into a seal and the two battle in the waves. That may have been Loki's doing, or Heimdall might have some shape-shifting talents as well.

Heimdall rides the magic horse Gulltoppr, which means "Golden Top".
He carries the magic "yelling horn" named Gjallarhorn (or just Gjall), and a sword named Höfud.

Birth and relations:

Heimdall is referred to as a son of Odin, though he's possibly a foster-son or adopted son, and some scholars place him as originally being a Vanir. The Vanir origin is the minority view among scholars, and the only line that suggests it could also be translated to say he's as skilled as the Vanir.

It is said that Heimdall is the son of nine different mothers, possibly the the nine daughters of Ægir. Aegir's daughters are waves (or at least have names derived from waves, and Aegir is a sea god) which lingers on in folklore traditions that waves come in groups of nine, and the ninth wave is called the ram.

What else we know of Heimdall's relationships with the other gods can be summed up as simply: He protects the group as best he can, and he (alone) is suspicious of Loki.

Yet Another Fertility God

This is a controversial stance, as very little of what you'll see above seems overtly sexual or fertility-related, and it's not like Norse Mythology doesn't already have it's fair share of Fertility figures. I mean, the whole Vanir sub-pantheon is often described as fertility gods, and Thor is big and manly, and Freyr has that huge Phallus, and there's the whole Völse blót, and Historical And Cultural Perspectives On Zoophilia and what have you, the priestesses are called Völva and carry magic wands. Apparently vikings may have been a little sex-obsessed… not that that should come as a big surprise, as what better way to pass those long winter nights?

Anyhow, once you stop and look at it, there's a lot of circumstantial evidence that Heimdall is yet another fertility god. His nicknames are "Ram" and "Bent Stick". The Kenning mentioned above suggests that swords are reminiscent of his head - nothing phallic implied in any of that, I'm sure. He's born of nine waves - which could be some sort coded myth for the nine moons of gestation or other midwifery or fertility lore. Like I said, just circumstantial evidence.

Then you get to the poem Rígsthula, "the Lay of Rig". In this old norse poem Heimdall travels around the world, "giving counsel" to people. And I quote:

well he knew
how to give them counsel —
he laid him down
in the middle of the bed
and the home-folk
twain upon either side.

6.
Thus he tarried
three nights together,
then on he strode
in the middle of the road
while thrice three moons
were gliding by.

That's right, he lays between them for three nights, and then 9 moons later they have a child. So, yeah, I'm pretty sure he's a fertility god, even if none of the books I've ever read about the Norse myths actually call out his status as such. In fact, to quote Mythology for Dummies "Heimdall was the watchman of the Gods. No one knows exactly what he was all about, but he was associated with the sea." Emphasis mine.

6. Fiction:Norse Mythology: Great Stories from the Eddas by Hamilton Wright Mabie

Game and Story Use

Bound to be a major factor during Fimbulvinter and Ragnarok, Heimdall's also the only god that doesn't trust Loki. If the PCs are trying to pull a fast one on the gods, or bring about the end of the world, Heimdall's gonna see them doing it.

Given his predisposition, they might be able to get away with blaming Loki.

Or Heimdall could be used metaphorically or as inspiration. The PCs are trying to save the earth from something completely unrelated to magic or norse myth, but which could cause The End Of The World As We Know It. In their darkest hour, they receive unanticipated aid from Rig Himinbjörg, CEO of White Ram Industries. He's not actually a god, he's just some random guy fulfilling a trope, meme or prophecy.